because the sun shines alone - it takes up the whole sky and it is the only thing that makes the day bright. and when it has to share the sky with more than a few clouds, it pouts and hides and the sun is selfish.
because the moon stays. it shares the sky with its thousands of stars, and together they make the night more beautiful than anything could alone. it goes away slowly, so that we won't miss it all at once, and if it's gone completely then we know - it's only for a night and only because it has to. it will be back because the stars aren't the same without it.
the moon is better than the sun because without the moon it would just be us against the night.